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Anonymity, Adverse Selection, and the Sorting of Interdealer Trades
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1006/jfin.2002.0338openalex-snapshot
Information-Based Trading in the Treasury Note Interdealer Broker Market
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Price, trade size, and information in securities markets
inferredcites →https://doi.org/10.1016/0304-405x(90)90013-popenalex-snapshot
Large-block transactions, the speed of response, and temporary and permanent stock-price effects
inferredcites →https://doi.org/10.1016/0304-405x(93)90003-topenalex-snapshot
Institutional trades and intraday stock price behavior
inferredcites →https://doi.org/10.1016/0304-405x(95)00832-yopenalex-snapshot
Tests of microstructural hypotheses in the foreign exchange market
inferredcites →https://doi.org/10.1016/1042-9573(90)90001-vopenalex-snapshot
Dual-capacity trading and the quality of the market
inferredcites →https://doi.org/10.1016/1042-9573(92)90007-zopenalex-snapshot
Anonymity in securities markets
inferredcites →https://doi.org/10.1016/j.finmar.2003.10.001openalex-snapshot
Expandable limit order markets
inferredcites →https://doi.org/10.1016/j.finmar.2005.05.001openalex-snapshot
Should securities markets be transparent?
inferredcites →https://doi.org/10.1016/s0014-2921(96)00049-9openalex-snapshot
Risk allocation and inter-dealer trading
inferredcites →https://doi.org/10.1016/s0304-405x(99)00056-2openalex-snapshot
Can transparent markets survive?
inferredcites →https://doi.org/10.1016/s1386-4181(01)00025-8openalex-snapshot
Market architecture: limit-order books versus dealership markets
inferredcites →https://doi.org/10.1016/s1386-4181(97)00012-8openalex-snapshot
Optimal control of execution costs
inferredcites →https://doi.org/10.1023/a:1022579423978openalex-snapshot
Trader Anonymity, Price Formation and Liquidity
inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00618.xopenalex-snapshot
Competition among Trading Venues: Information and Trading on Electronic Communications Networks
inferredcites →https://doi.org/10.1080/13518470121786openalex-snapshot
Empirical distributions of stock returns: European securities markets, 1990-95
inferredcites →https://doi.org/10.1086/296460openalex-snapshot
Insider Trading, Liquidity, and the Role of the Monopolist Specialist
inferredcites →https://doi.org/10.1093/rfs/12.1.37openalex-snapshot
Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
inferredcites →https://doi.org/10.1093/rfs/12.1.5openalex-snapshot
Market Transparency: Who Wins and Who Loses?
inferredcites →https://doi.org/10.1093/rfs/12.4.873openalex-snapshot
Trade Disclosure Regulation in Markets with Negotiated Trades
inferredcites →https://doi.org/10.1093/rfs/13.3.659openalex-snapshot
Prices, Liquidity, and the Information Content of Trades
inferredcites →https://doi.org/10.1093/rfs/14.4.1153openalex-snapshot
Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
inferredcites →https://doi.org/10.1093/rfs/3.4.593openalex-snapshot
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
inferredcites →https://doi.org/10.1093/rfs/4.3.483openalex-snapshot
Multimarket Trading and Market Liquidity
inferredcites →https://doi.org/10.1093/rfs/8.3.579openalex-snapshot
Consolidation, Fragmentation, and the Disclosure of Trading Information
inferredcites →https://doi.org/10.1093/rfs/hhi002openalex-snapshot
Why Do Larger Orders Receive Discounts on the London Stock Exchange?
inferredcites →https://doi.org/10.1093/rfs/hhm027openalex-snapshot
Does Anonymity Matter in Electronic Limit Order Markets?
inferredcites →https://doi.org/10.1111/0022-1082.00068openalex-snapshot
Does Risk Sharing Motivate Interdealer Trading?
inferredcites →https://doi.org/10.1111/0022-1082.00097openalex-snapshot
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
inferredcites →https://doi.org/10.1111/0022-1082.00167openalex-snapshot
Preferencing, Internalization, Best Execution, and Dealer Profits
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Strategic Trading in a Dynamic Noisy Market
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Strategic Trading and Welfare in a Dynamic Market
inferredcites →https://doi.org/10.1111/1468-0416.00019openalex-snapshot
Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems
inferredcites →https://doi.org/10.1111/1540-6261.00448openalex-snapshot
Risk Aversion, Transparency, and Market Performance
inferredcites →https://doi.org/10.1111/1540-6261.00461openalex-snapshot
The Quality of ECN and Nasdaq Market Maker Quotes
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb02282.xopenalex-snapshot
The Dynamics of Dealer Markets Under Competition
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05081.xopenalex-snapshot
Equilibrium Block Trading and Asymmetric Information
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02671.xopenalex-snapshot
Capital Asset Prices with and without Negative Holdings
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb03985.xopenalex-snapshot
Long-Lived Private Information and Imperfect Competition
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04404.xopenalex-snapshot
Dual Trading in Futures Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04705.xopenalex-snapshot
Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03815.xopenalex-snapshot
Competition and Collusion in Dealer Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00746.xopenalex-snapshot
Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE
inferredcites →https://doi.org/10.1353/mcb.2002.0010openalex-snapshot
Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market
inferredcites →https://doi.org/10.2139/ssrn.151149openalex-snapshot
Traders, Market Microstructure and Exchange Rate Dynamics
inferredcites →https://doi.org/10.2139/ssrn.185608openalex-snapshot
Price Impacts and Quote Adjustment on the NASDAQ and Nyse/Amex
inferredcites →https://doi.org/10.2139/ssrn.244468openalex-snapshot
FX Trading... Live! Dealer Behavior and Trading Systems in Foreign Exchange Markets
inferredcites →https://doi.org/10.2139/ssrn.396661openalex-snapshot
Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation
inferredcites →https://doi.org/10.2139/ssrn.675994openalex-snapshot
News or Noise: Is the Price Impact of Island Trades Persistent?
inferredcites →https://doi.org/10.2139/ssrn.93654openalex-snapshot
Which Inter-Dealer Market Prevails? An Analysis of Inter-Dealer Trading in Opaque Markets
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2307/2329537openalex-snapshot
Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
inferredcites →https://doi.org/10.3386/w4727openalex-snapshot
Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange
inferredcites →https://doi.org/10.3386/w7416openalex-snapshot
Traders, Market Microstructure and Exchange Rate Dynamics
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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The Tail Wags the Dog: Time-Varying Information Shares in the Bund Market
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Idiosyncratic Risk, Returns and Liquidity in the London Stock Exchange: A Spillover Approach
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Extreme Returns Without News: A Microstructural Explanation
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Extreme Returns without News: The Case of Currencies
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Intra-Daily Variations in Volatility and Transaction Costs in the Credit Default Swap Market
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Dark Pool Trading Strategies, Market Quality and Welfare
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The Effects of Market Reform on Trading Costs of Public Investors: Evidence from the London Stock Exchange
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Financial Disclosure and Market Transparency with Costly Information Processing
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Financial Disclosure and Market Transparency with Costly Information Processing
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Informed Trading in Hybrid Bond Markets
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Term-Structure Analysis of Hidden Order in the Limit Order Book: Evidence from the E-Mini S&P 500
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Order Exposure in High Frequency Markets
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Liquidity Provision in the Foreign Exchange Market
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Price Formation in the Foreign Exchange Market
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Price Discovery in Currency Markets
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The Determinants of Frontrunning: Evidence from the Toronto Stock Exchange
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Empirical and Experimental Research on Transparency and Disclosure
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The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints
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Pricing of Interdealer OTC Derivatives in a Limit Order Market: Evidence From Indian OIS Trade‐Level Data
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Market Microstructure, Foreign Exchange
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Trading Credit Default Swaps via Interdealer Brokers
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Competition in the Market for Nasdaq Securities
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Anonymity, liquidity and fragmentation
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Informed trading in hybrid bond markets
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Liquidity and market efficiency: A large sample study
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Noise trading and the price formation process
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Market makers as information providers: The natural experiment of STAR
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Dark pool trading strategies, market quality and welfare
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Belief-free price formation
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Network Structure and Pricing in the FX Market
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Price discovery in currency markets
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Herding and the information content of trades in the Australian dollar market
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The relation of trade size and price contribution in a traditional foreign exchange brokered market
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Anonymity and order submissions
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The effect of anonymity on price efficiency: Evidence from the removal of broker identities
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Opening and Closing the Market: Evidence from the London Stock Exchange
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Why Do Traders Choose to Trade Anonymously?
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Optimal Execution with Identity Optionality
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Trading Mechanics and Market Structure
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Market Transparency
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Algorithmic and High-Frequency Trading
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Liquidity and Asset Prices
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Financial Stability and Market Liquidity
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Liquidity, Price Discovery, and Corporate Policies
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Does Anonymity Matter in Electronic Limit Order Markets?
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Financial Disclosure and Market Transparency with Costly Information Processing
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Transparence et microstructure des marchés : une revue de littérature
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